+108.4%
AMCR vs FIVE
+848.8%
-740.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.1% |
| 7D | -4.5% | +2.4% | -6.9% | -4.8% |
| 30D | +4.9% | +15.8% | -11.0% | +2.9% |
| 3M | -4.6% | +3.8% | -8.4% | -5.2% |
| 6M | +15.2% | +18.5% | -3.4% | +12.2% |
| YTD | +9.7% | +31.2% | -21.5% | +5.3% |
| 1Y | +10.5% | +61.8% | -51.3% | +3.1% |
| 3Y | +13.8% | +39.9% | -26.0% | +4.5% |
| 5Y | -9.1% | +18.3% | -27.4% | -16.5% |
| 10Y | +18.6% | +510.0% | -491.3% | -3.0% |
| All | +108.4% | +848.8% | -740.4% | +71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling